Recent Publications
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| Author(s) | Title / Publication | |
| Editors: VIRAL V. ACHARYA * THOMAS F. COOLEY * MATTHEW P. RICHARDSON * INGO WALTER * | Regulating Wall Street: The Dodd-Frank Act and the New Architecture of Global Finance New York: John Wiley & Sons, 2010. | |
| Editors: THOMAS F. COOLEY * INGO WALTER * | Restoring Financial Stability: How to Repair a Failed System New York: John Wiley & Sons, 2009. | |
| INGO WALTER * ROY C. SMITH * GAYLE DELONG | Global Banking (Third Edition) Oxford University Press, 2009 | |
| STEPHEN BROWN * | "Intertemporal Equilibrium Models, Portfolio Theory and the Capital Asset Pricing Model" Chapter in A. Lee and C.F. Lee Handbook of Quantitative Finance and Risk Management Springer, 2009 | |
| EDWARD ALTMAN * | "The Impact of the U.S. Subprime Crisis on German Financial Institutions" INSOL, Winter 2008 | |
| CAOUETTE, J. NARAYANAN, P. NIMMO, R. EDWARD ALTMAN * | Managing Credit Risk (2nd edition) John Wiley & Sons, New York 2008 | |
| POJARLIEV, MOMTCHIL RICHARD LEVICH * | "Do Professional Currency Managers Beat the Benchmark?" Financial Analysts Journal, Sept/Oct 2008, Vol 64, No. 5, pp. 18-32 | |
| DAVID YERMACK * SANDEEP DAHIYA | "You Can't Take It With You: Sunset Provisions for Equity Compensation When Managers Retire, Resign, or Die" Journal of Corporate Finance, forthcoming in 2008 | |
| STIJN VAN NIEUWERBURGH * MARTIN LETTAU * | "Reconciling the Return Predictability Evidence" Review of Financial Studies, 2008, Volume 21(4), pp. 1607-1652. | |
| DAVID YERMACK * RANGARAJAN SUNDARAM * | "Pay Me Later: The Role of Inside Debt in Executive Compensation" Journal of Finance, 2008, Volume 62(4), pp. 1551-1588. | |
| MARTI SUBRAHMANYAM * SRIKETAN MAHANTI AMRUT NASHIKKAR GEORGE CHACKO GAURAV MALLIK | "Latent Liquidity: A New Measure of Liquidity with an Application to Corporate Bonds" Journal of Financial Economics, 2008, Volume 88, pp. 272-298 | |
| MARTI SUBRAHMANYAM * JUSTIN S.P. CHAN DONG HONG | "A Tale of Two Prices: Liquidity and Asset Prices in Multiple Markets" Journal of Banking and Finance, forthcoming in 2008 | |
| ANTHONY SAUNDERS * D. PALIA D. KIM | "The Long Run Behavior of Debt and Equity Underwriting Spreads" Journal of Financial and Quantitative Analysis, forthcoming in 2008 | |
| ANTHONY SAUNDERS * V. IVASHINA | "Bank Debt and Corporate Governance" Review of Financial Studies, forthcoming in 2008 | |
| ANTHONY SAUNDERS * N. MASSOUD B. SCHOLNICK | "Economics of Credit Cards, Debt Cards, and ATMs: A Survey and Some New Evidence" Journal of Banking and Finance, forthcoming in 2008 | |
| ANTHONY SAUNDERS * A. MARCUS M. CORNETT H. TEHRANIAN | "The Impact of Institutional Ownership on Corporate Operating Performance" Journal of Banking and Finance, forthcoming in 2008 | |
| ANTHONY SAUNDERS * M. CORNETT | Financial Institutions Management: A Risk Management Approach, 6th edition Irwin/McGraw-Hill, 2008 | |
| JACOB BOUDOUKH MATTHEW RICHARDSON * ROBERT F. WHITELAW | "The Myth of Long-Horizon Predictability" Review of Financial Studies, 2008, Volume 21(4), pp. 1577-1652 | |
| THOMAS PHILIPPON * | "The Bond Market's q" Quarterly Journal of Economics, forthcoming in 2008 | |
| THOMAS PHILIPPON * SIMI KEDIA | "The Economics of Fraudulent Accounting" Review of Financial Studies, forthcoming in 2008 | |
| LASSE HEJE PEDERSEN * MARKUS BRUNNERMEIER STEFAN NAGEL | "Carry Trades and Currency Crashes" National Bureau of Economic Research Macroeconomics Annual, forthcoming in 2008 | |
| MARKUS BRUNNERMEIER LASSE HEJE PEDERSEN * | "Valuation in Over-the-Counter Markets" Review of Financial Studies, forthcoming in 2008 | |
| ANTHONY LYNCH * S.TAN | "Multiple Risky Assets, Transaction Costs and Return Predictability: Allocation Rules & Implications for U.S. Investors" Journal of Financial and Quantitative Analysis, conditionally accepted for 2008 | |
| C. MALLOY F. MARST0N ALEXANDER LJUNGQVIST * | "Rewriting history" Journal of Finance, forthcoming in 2008 Glucksman Prize for best working paper in finance, 2006 | |
| F. MARSTON W.J. WILHELM ALEXANDER LJUNGQVIST * | "Scaling the hierarchy: How and why investment banks compete for syndicate co-management appointments" Review of Financial Studies, forthcoming in 2008 | |
| RICHARD LEVICH * MOMTCHIL POJARLIEV | "Separating Alpha and Beta Returns: A New Benchmark for Currency Managers" Centre for Economic Policy Research policy portal, at , forthcoming in 2008 | |
| AUGUSTIN LANDIER * VINAY NAIR | Investing in Change: Profit from Responsible Investing Oxford University Press, June 2008 | |
| AUGUSTIN LANDIER * XAVIER GABAIX * | "Why has CEO pay increased so much?" Quarterly Journal of Economics, forthcoming in 2008 | |
| KOSE JOHN * AMAR GANDE LEMMA SENBET | "Bank Incentives, Economic Specialization, and Financial Crises in Emerging Economies" Journal of International Money and Finance, forthcoming in 2008 | |
| KOSE JOHN * MARTJIN CREMERS VINAY NAIR | "Takeovers and The Cross-Section of Returns" Review of Financial Studies, forthcoming in 2008 | |
| LUBOMIR LITOV BERNARD YEUNG KOSE JOHN * | "Corporate Governance and Corporate Risk Taking Journal of Finance, forthcoming in 2008 | |
| KOSE JOHN * ZHAOYUN SHANGGUAN GOPALA VASUDEVAN | "Hot and Cold Merger Markets" Review of Quantitative Finance and Accounting, forthcoming in 2008 | |
| MARK HIRSCHEY ANIL K. MAKHIJA KOSE JOHN * | Special Issue on "Corporate Governance," Advandes in Financial Economiics Volume 13, forthcoming in 2008 | |
| JOEL S. HASBROUCK * | "Trading Costs and Returns for US Equities: Estimating Effective Costs from Daily Data" Journal of Finance, forthcoming in 2008 | |
| GIDEON SAAR JOEL S. HASBROUCK * | "Technology and Liquidity Provision: The Blurring of Traditional Definitions" Journal of Financial Markets, forthcoming in 2008 | |
| MARTIN GRUBER * | "Applications of the Markowitz Portfolio Theory to Pension Fund Design" The Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques, Ed. John Guerard, Jr. Springer, forthcoming November 2008 | |
| XAVIER GABAIX * AUGUSTIN LANDIER * ALEX EDMANS | "A Multiplicative Model of Optimal CEO Incentives in Market Equilibrium" Review of Financial Studies, 2008 | |
| XAVIER GABAIX * GOPIKRISHNAN PARAMESWARAN VASILIKI PLEROU H. EUGENE STANLEY | "Quantifying and Understanding the Economics of Large Financial Movements" Journal of Economic Dynamics and Control, 2008, Volume 32, pp. 303-319 | |
| STEPHEN FIGLEWSKI * | "Estimating the Implied Risk Neutral Density for the U.S. Market Portfolio" Festschrift for Robert Engle, forthcoming in 2008 | |
| ROBERT ENGLE * DAVID EASLEY * MAUREEN O | "Time Varying Arrival Rates of Informed and Uninformed Traders" Journal of Financial Econometrics, forthcoming in 2008 | |
| J. GONZALO RANGEL ROBERT ENGLE * | "The Spline GARCH Model for Low Frequency Volatility and Its Global Macroeconomic Causes" Review of Financial Studies, forthcoming in 2008 | |
| STEPHEN J. BROWN * PAUL LAJBCYGIER BOB LI | "Going Negative: What to Do with Negative Book Equity Stocks" Journal of Portfolio Management, forthcoming in 2008 | |
| THOMAS FRASER BING LIANG STEPHEN J. BROWN * | "Hedge Fund Due Diligence: A Source of Alpha in a Hedge Fund Portfolio" Journal of Investment Management, forthcoming in 2008 | |
WILLIAM GOETZMANN BING LIANG CHRISTOPHER SCHWARZ STEPHEN J. BROWN * | "Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration" Journal of Finance, forthcoming in 2008 | |
| OTTO VAN HEMERT * RALPH KOIJEN STIJN VAN NIEUWERBURGH * | "Mortgage Timing" Journal of Financial Economics, forthcoming in 2008 2007-08 Glucksman Institute Research First Prize | |
